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Strictly positive estimators for variance components

✍ Scribed by W. Klonecki; A. Wiggins; S. Zontek

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
564 KB
Volume
36
Category
Article
ISSN
0378-3758

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Estimation of the covariance matrices in the multivariate balanced one-way random effect model is discussed. The rank of the between-group covariance matrix plays a large role in model building as well as in assessing asymptotic properties of the estimated covariance matrices. The restricted (residu